AEX Uptrend Replay (1999-08-05 to 1999-09-10)
Replay the 1999 AEX uptrend window from July 16 to September 29, a 54-bar stretch that closed down 5.8% despite a 2.4% single-bar swing. Step through ten decision points, four of them critical, with AI coach feedback after each simulated replay day.
54 daily bars · 10 decision points · 1999-07 to 1999-09 · Stocks
Key facts
This window spans 75 days with a peak-to-trough drawdown of 10.2% and a 11.8% run-up.
- Max drawdown
- −10.2%
- Max run-up
- +11.8%
- Duration
- 75 days
- Largest single-day move
- +2.4%
- Bars
- 54 Daily bars
- Decision points
- 10
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
This replay immerses you in the Dutch AEX equity market during the summer of 1999. The dataset spans 54 trading days from July 16 to September 29, a period originally flagged as an uptrend window but one that delivered a net loss for participants who entered expecting directional continuation. Understanding what actually unfolded—and why—forms the foundation of this decision-training exercise.
The market closed the window at 554.21, down from an opening reference of 588.63, representing a -5.8% decline. The journey was volatile: a maximum drawdown of 10.2% tested stop-loss discipline, while the largest single-day swing reached 2.4%, capable of shaking conviction on either side. Ten decision points are embedded across the period, four of them flagged as critical moments where directional conviction, position sizing, and risk management intersected.
The primary lesson concerns the gap between a labeled scenario and its actual price behavior. An "uptrend" title set expectations that the data contradicted, creating psychological friction for participants acting on framing rather than price action. This replay trains you to validate narrative with evidence, manage drawdown within pre-defined thresholds, and resist recency bias when a single-bar spike or multi-day pullback tests your conviction. Process discipline, not directional prediction, is the skill this scenario sharpens.